Results 141 to 150 of about 375,405 (243)

Algebraic Approach to Maximum Likelihood Factor Analysis. [PDF]

open access: yesPsychometrika
Fukasaku R   +3 more
europepmc   +1 more source

Improving Implied Volatility Forecasts for American Options Using Neural Networks

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT This paper explores the application of neural networks to improve pricing of American options. Focusing on both American and European options on the S&P 100 index from January 2016 to August 2023, we integrate neural networks to model the difference between market‐implied and model‐implied volatilities derived from the Black‐Scholes and Heston
Haitong Jiang, Emese Lazar, Miriam Marra
wiley   +1 more source

Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley   +1 more source

Signed Projective Cubes, a Homomorphism Point of View

open access: yesJournal of Graph Theory, EarlyView.
ABSTRACT The (signed) projective cubes, as a special class of graphs closely related to the hypercubes, are on the crossroad of geometry, algebra, discrete mathematics and linear algebra. Defined as Cayley graphs on binary groups, they represent basic linear dependencies.
Meirun Chen   +2 more
wiley   +1 more source

Effectiveness and safety of ustekinumab in pediatric Crohn's disease: Results of the REALITI study

open access: yesJournal of Pediatric Gastroenterology and Nutrition, EarlyView.
Abstract Objectives Few approved treatments exist for children with Crohn's disease (CD). The REALITI study retrospectively assessed the effectiveness and safety of ustekinumab in real‐world clinical settings for children with CD. Methods Data were collected from the prospective ImproveCareNow (ICN) registry for pediatric patients (≥ 2 to <18 years old)
Steven J. Steiner   +60 more
wiley   +1 more source

Innovative Aboodh-based gractional analytical methods for nonlinear Burgers' partial differential equations. [PDF]

open access: yesSci Rep
Iqbal N   +6 more
europepmc   +1 more source

Precision Restoration to Minimize Soil Loss in a Watershed in the Atlantic Forest Domain

open access: yesLand Degradation &Development, EarlyView.
ABSTRACT The Turvo River Watershed, located in the Zona da Mata region of Minas Gerais and part of the Doce River Basin, faces serious problems of erosion and soil degradation, which compromise and reduce the quality of local water resources. Given this scenario, it is essential to implement environmental recovery strategies that prioritize the ...
Rodrigo Nobre Santana   +6 more
wiley   +1 more source

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